GBDV.L vs. DDGC.L
GBDV.L (SPDR S&P Global Dividend Aristocrats UCITS) and DDGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) are both Global Equities funds. GBDV.L is passively managed, while DDGC.L is actively managed. At a 0.41 correlation, their price movements are largely independent. GBDV.L charges 0.45%/yr vs 0.26%/yr for DDGC.L.
Performance
GBDV.L vs. DDGC.L - Performance Comparison
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Different Trading Currencies
GBDV.L is traded in GBP, while DDGC.L is traded in USD. To make them comparable, the DDGC.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, GBDV.L achieves a 7.03% return, which is significantly lower than DDGC.L's 10.91% return.
GBDV.L
- 1D
- 0.56%
- 1M
- 0.73%
- YTD
- 7.03%
- 6M
- 7.39%
- 1Y
- 19.22%
- 3Y*
- 12.48%
- 5Y*
- 7.43%
- 10Y*
- 7.98%
DDGC.L
- 1D
- 0.24%
- 1M
- 4.43%
- YTD
- 10.91%
- 6M
- 10.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GBDV.L vs. DDGC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GBDV.L SPDR S&P Global Dividend Aristocrats UCITS | 7.03% | -0.38% |
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc | 10.91% | 0.60% |
Correlation
The correlation between GBDV.L and DDGC.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.41 |
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Return for Risk
GBDV.L vs. DDGC.L — Risk / Return Rank
GBDV.L
DDGC.L
GBDV.L vs. DDGC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GBDV.L | DDGC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | — | — |
| Martin ratioReturn relative to average drawdown | 9.91 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBDV.L | DDGC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.98 | -1.33 |
Drawdowns
GBDV.L vs. DDGC.L - Drawdown Comparison
The maximum GBDV.L drawdown since its inception was -34.77%, which is greater than DDGC.L's maximum drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for GBDV.L and DDGC.L.
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Drawdown Indicators
| GBDV.L | DDGC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -6.20% | -28.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.77% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -1.34% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
GBDV.L vs. DDGC.L - Volatility Comparison
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Volatility by Period
| GBDV.L | DDGC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 11.30% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.74% | 11.30% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.13% | 11.30% | +2.83% |
GBDV.L vs. DDGC.L - Expense Ratio Comparison
GBDV.L has a 0.45% expense ratio, which is higher than DDGC.L's 0.26% expense ratio.
Dividends
GBDV.L vs. DDGC.L - Dividend Comparison
GBDV.L's dividend yield for the trailing twelve months is around 4.50%, while DDGC.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBDV.L SPDR S&P Global Dividend Aristocrats UCITS | 4.50% | 4.91% | 4.49% | 4.87% | 5.05% | 4.26% | 4.41% | 4.41% | 5.18% | 4.26% | 4.74% | 5.72% |
Frequently Asked Questions
GBDV.L and DDGC.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DDGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DDGC.L is cheaper with a 0.26% expense ratio, compared with 0.45% for GBDV.L.
They also come from different issuers: State Street and Dimensional. Their fees differ too: 0.45% for GBDV.L and 0.26% for DDGC.L.
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